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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …
Persistent link: https://www.econbiz.de/10011374380
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Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008825914
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The Euro-Dollar exchange rate : is it fundamental?
Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002
-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …
Persistent link: https://www.econbiz.de/10011538958
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The Euro-dollar exchange rate : is it fundamental?
Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002
-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …
Persistent link: https://www.econbiz.de/10001720384
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
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Assessment of models to forecast exchange rates : the quetzal- US dollar exchange rate
Castillo-Maldonado, Carlos Eduardo; Pérez-Macal, Fidel - In: Journal of applied economics 16 (2013) 1, pp. 71-99
Persistent link: https://www.econbiz.de/10010391235
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Investigation the correlation between purchasing power parity, per capita gross domestic product and the price level indices with panel data analysis : evidence from New Zealand, U...
Karacan, Rıdvan; Kilickan, Zisan - In: International journal of economics and financial issues … 8 (2018) 6, pp. 15-19
Persistent link: https://www.econbiz.de/10011995898
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Exchange rate forecasting on a napkin
Ca'Zorzi, Michele; Rubaszek, Michał - In: Journal of international money and finance 104 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012395198
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Zur Qualität professioneller Wechselkursprognosen : sind professionelle Wechselkursprognosen eine sinnvolle Entscheidungshilfe für Unternehmen und Investoren?/ Robert Schmidt
Schmidt, Robert - 2003
für international tätige Investoren unabdingbar. Allerdings ist die Erstellung von Wechsel- kursprognosen schwierig, da … einer naiven Random Walk Prognose. Auch die Verwendung des Terminkurses als Prognose für die zukünftige … dar, von der sie sich bei der Erstellung der Prognose nicht lösen können. Zum anderen erfolgt die Anpassung der Prognose …
Persistent link: https://www.econbiz.de/10010498979
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Zur Qualität professioneller Wechselkursprognosen
Schmidt, Robert - 2003
Persistent link: https://www.econbiz.de/10001779696